| Multiple Linear Regression - Estimated Regression Equation |
| Werkloosheid_BRUSSELS_HOOFDSTEDELIJK_GEWEST[t] = + 66762.2191655278 + 1.58387336059326Werkloosheid_ANTWERPEN[t] + 0.381856952826772`Werkloosheid_VLAAMS-BRABANT`[t] + 0.397117170550738`Werkloosheid_WAALS-BRABANT`[t] -0.577892561599697`Werkloosheid_WEST-VLAANDEREN`[t] -1.03981973021184`Werkloosheid_OOST-VLAANDEREN`[t] -0.301218661823294Werkloosheid_HENEGOUWEN[t] -0.817310464666173Werkloosheid_LUIK[t] -0.311433565008725Werkloosheid_LIMBURG[t] + 0.734224366518723Werkloosheid_LUXEMBURG[t] + 2.44509256150102Werkloosheid_NAMEN[t] -22.4883100271513t + e[t] |
| Multiple Linear Regression - Ordinary Least Squares | |||||
| Variable | Parameter | S.D. | T-STAT H0: parameter = 0 | 2-tail p-value | 1-tail p-value |
| (Intercept) | 66762.2191655278 | 12605.031811 | 5.2965 | 1e-06 | 1e-06 |
| Werkloosheid_ANTWERPEN | 1.58387336059326 | 0.198503 | 7.9791 | 0 | 0 |
| `Werkloosheid_VLAAMS-BRABANT` | 0.381856952826772 | 0.526628 | 0.7251 | 0.470809 | 0.235404 |
| `Werkloosheid_WAALS-BRABANT` | 0.397117170550738 | 0.90749 | 0.4376 | 0.663024 | 0.331512 |
| `Werkloosheid_WEST-VLAANDEREN` | -0.577892561599697 | 0.312558 | -1.8489 | 0.068694 | 0.034347 |
| `Werkloosheid_OOST-VLAANDEREN` | -1.03981973021184 | 0.388042 | -2.6797 | 0.00918 | 0.00459 |
| Werkloosheid_HENEGOUWEN | -0.301218661823294 | 0.319648 | -0.9423 | 0.349258 | 0.174629 |
| Werkloosheid_LUIK | -0.817310464666173 | 0.209584 | -3.8997 | 0.000218 | 0.000109 |
| Werkloosheid_LIMBURG | -0.311433565008725 | 0.501614 | -0.6209 | 0.536706 | 0.268353 |
| Werkloosheid_LUXEMBURG | 0.734224366518723 | 1.068358 | 0.6872 | 0.494199 | 0.247099 |
| Werkloosheid_NAMEN | 2.44509256150102 | 0.614486 | 3.9791 | 0.000167 | 8.3e-05 |
| t | -22.4883100271513 | 47.123939 | -0.4772 | 0.634695 | 0.317347 |
| Multiple Linear Regression - Regression Statistics | |
| Multiple R | 0.982685187319963 |
| R-squared | 0.965670177378071 |
| Adjusted R-squared | 0.960275490966054 |
| F-TEST (value) | 179.003950114119 |
| F-TEST (DF numerator) | 11 |
| F-TEST (DF denominator) | 70 |
| p-value | 0 |
| Multiple Linear Regression - Residual Statistics | |
| Residual Standard Deviation | 1259.80948613546 |
| Sum Squared Residuals | 111098395.894982 |
| Multiple Linear Regression - Actuals, Interpolation, and Residuals | |||
| Time or Index | Actuals | Interpolation Forecast | Residuals Prediction Error |
| 1 | 97687 | 97761.6201753759 | -74.6201753758434 |
| 2 | 98512 | 97596.1500483374 | 915.849951662601 |
| 3 | 98673 | 98244.7574290327 | 428.242570967253 |
| 4 | 96028 | 97114.8769696857 | -1086.87696968567 |
| 5 | 98014 | 96469.0893292496 | 1544.91067075036 |
| 6 | 95580 | 94434.2110795472 | 1145.7889204528 |
| 7 | 97838 | 96761.2424211892 | 1076.75757881084 |
| 8 | 97760 | 98216.7744003035 | -456.774400303547 |
| 9 | 99913 | 98857.788640596 | 1055.21135940396 |
| 10 | 97588 | 96084.1984678782 | 1503.80153212177 |
| 11 | 93942 | 95759.0168143158 | -1817.01681431577 |
| 12 | 93656 | 94654.9220620699 | -998.922062069943 |
| 13 | 93365 | 94417.4958795779 | -1052.49587957786 |
| 14 | 92881 | 93902.1031424073 | -1021.10314240733 |
| 15 | 93120 | 93579.442995056 | -459.442995056047 |
| 16 | 91063 | 91604.2188412016 | -541.218841201586 |
| 17 | 90930 | 90788.4743304912 | 141.525669508849 |
| 18 | 91946 | 92639.8620535209 | -693.862053520915 |
| 19 | 94624 | 95720.8800314895 | -1096.88003148953 |
| 20 | 95484 | 96826.5558581264 | -1342.5558581264 |
| 21 | 95862 | 95437.0044487868 | 424.995551213173 |
| 22 | 95530 | 94749.0202724359 | 780.979727564104 |
| 23 | 94574 | 94311.4117942818 | 262.588205718222 |
| 24 | 94677 | 93399.0456957905 | 1277.95430420947 |
| 25 | 93845 | 93457.7770411204 | 387.222958879628 |
| 26 | 91533 | 92962.5608377699 | -1429.56083776989 |
| 27 | 91214 | 91912.8917509205 | -698.891750920526 |
| 28 | 90922 | 91727.3835827931 | -805.383582793106 |
| 29 | 89563 | 90096.4035780791 | -533.403578079067 |
| 30 | 89945 | 89979.5583971751 | -34.558397175075 |
| 31 | 91850 | 92167.7158910792 | -317.715891079226 |
| 32 | 92505 | 94387.9573061634 | -1882.95730616338 |
| 33 | 92437 | 92100.6688021512 | 336.331197848813 |
| 34 | 93876 | 92762.1736783708 | 1113.82632162924 |
| 35 | 93561 | 93123.4973228783 | 437.502677121656 |
| 36 | 94119 | 93073.3178512688 | 1045.68214873122 |
| 37 | 95264 | 95345.1605002321 | -81.1605002320856 |
| 38 | 96089 | 96161.7333056825 | -72.7333056824598 |
| 39 | 97160 | 96838.2911744352 | 321.708825564836 |
| 40 | 98644 | 96244.2019646058 | 2399.79803539418 |
| 41 | 96266 | 97098.7092970558 | -832.709297055794 |
| 42 | 97938 | 97893.950070751 | 44.0499292489855 |
| 43 | 99757 | 101258.914830359 | -1501.91483035935 |
| 44 | 101550 | 102846.015463862 | -1296.01546386199 |
| 45 | 102449 | 102141.987763101 | 307.012236898671 |
| 46 | 102416 | 101862.860990469 | 553.139009530654 |
| 47 | 102491 | 103081.28494437 | -590.284944370128 |
| 48 | 102495 | 105149.339604645 | -2654.33960464451 |
| 49 | 104552 | 104356.972167638 | 195.027832362479 |
| 50 | 104798 | 104425.247278156 | 372.752721843521 |
| 51 | 104947 | 104128.133328168 | 818.866671831801 |
| 52 | 103950 | 103703.144762806 | 246.85523719437 |
| 53 | 102858 | 103079.993152062 | -221.993152062253 |
| 54 | 106952 | 105082.262264817 | 1869.73773518286 |
| 55 | 110901 | 108108.372242419 | 2792.62775758088 |
| 56 | 107706 | 110432.687515701 | -2726.68751570114 |
| 57 | 111267 | 108742.730276454 | 2524.26972354599 |
| 58 | 107643 | 107801.331044386 | -158.331044385502 |
| 59 | 105387 | 105147.07468462 | 239.925315380321 |
| 60 | 105718 | 104994.266522056 | 723.73347794414 |
| 61 | 106039 | 106975.718449804 | -936.718449804493 |
| 62 | 106203 | 106994.806125861 | -791.806125861012 |
| 63 | 105558 | 106441.047128185 | -883.047128185094 |
| 64 | 105230 | 105224.29877155 | 5.70122844966471 |
| 65 | 104864 | 104739.159565026 | 124.840434973803 |
| 66 | 104374 | 104032.108800455 | 341.891199545285 |
| 67 | 107450 | 105707.753941687 | 1742.24605831269 |
| 68 | 108173 | 107433.556231058 | 739.443768941866 |
| 69 | 108629 | 106847.24683953 | 1781.75316046964 |
| 70 | 107847 | 105462.044318994 | 2384.95568100589 |
| 71 | 107394 | 105130.341248229 | 2263.65875177076 |
| 72 | 106278 | 105714.618237971 | 563.381762028895 |
| 73 | 107733 | 107958.62731913 | -225.627319130103 |
| 74 | 107573 | 107671.109411377 | -98.1094113774653 |
| 75 | 107500 | 107194.177520839 | 305.822479160676 |
| 76 | 106382 | 106727.079465444 | -345.079465444101 |
| 77 | 104412 | 106527.661561605 | -2115.66156160478 |
| 78 | 105871 | 106682.144823194 | -811.14482319435 |
| 79 | 108767 | 110184.14856224 | -1417.14856223966 |
| 80 | 109728 | 111467.217628555 | -1739.21762855543 |
| 81 | 109769 | 110148.509771209 | -379.509771209153 |
| 82 | 109609 | 110927.889908685 | -1318.88990868524 |
| Goldfeld-Quandt test for Heteroskedasticity | |||
| p-values | Alternative Hypothesis | ||
| breakpoint index | greater | 2-sided | less |
| 15 | 0.656252321468267 | 0.687495357063466 | 0.343747678531733 |
| 16 | 0.491873362059317 | 0.983746724118633 | 0.508126637940683 |
| 17 | 0.349877656109526 | 0.699755312219052 | 0.650122343890474 |
| 18 | 0.230674943844312 | 0.461349887688624 | 0.769325056155688 |
| 19 | 0.281568414566286 | 0.563136829132572 | 0.718431585433714 |
| 20 | 0.209065480181806 | 0.418130960363611 | 0.790934519818195 |
| 21 | 0.136590208224088 | 0.273180416448176 | 0.863409791775912 |
| 22 | 0.0967743206866243 | 0.193548641373249 | 0.903225679313376 |
| 23 | 0.0760922302737018 | 0.152184460547404 | 0.923907769726298 |
| 24 | 0.0556443856433243 | 0.111288771286649 | 0.944355614356676 |
| 25 | 0.0405398649782235 | 0.0810797299564469 | 0.959460135021777 |
| 26 | 0.0400973951375701 | 0.0801947902751402 | 0.95990260486243 |
| 27 | 0.0943346757738731 | 0.188669351547746 | 0.905665324226127 |
| 28 | 0.0871341566347667 | 0.174268313269533 | 0.912865843365233 |
| 29 | 0.0790411008467223 | 0.158082201693445 | 0.920958899153278 |
| 30 | 0.0993693964845383 | 0.198738792969077 | 0.900630603515462 |
| 31 | 0.0711950887462018 | 0.142390177492404 | 0.928804911253798 |
| 32 | 0.0881461837680207 | 0.176292367536041 | 0.911853816231979 |
| 33 | 0.104005918748617 | 0.208011837497233 | 0.895994081251383 |
| 34 | 0.116942257713013 | 0.233884515426025 | 0.883057742286987 |
| 35 | 0.138979275668991 | 0.277958551337981 | 0.861020724331009 |
| 36 | 0.105188201066085 | 0.210376402132169 | 0.894811798933915 |
| 37 | 0.0967878665715941 | 0.193575733143188 | 0.903212133428406 |
| 38 | 0.0843193322050023 | 0.168638664410005 | 0.915680667794998 |
| 39 | 0.0625186352981806 | 0.125037270596361 | 0.937481364701819 |
| 40 | 0.0817604587214366 | 0.163520917442873 | 0.918239541278563 |
| 41 | 0.0945187943483873 | 0.189037588696775 | 0.905481205651613 |
| 42 | 0.0680955127694527 | 0.136191025538905 | 0.931904487230547 |
| 43 | 0.0986157901500394 | 0.197231580300079 | 0.901384209849961 |
| 44 | 0.0906171451154265 | 0.181234290230853 | 0.909382854884573 |
| 45 | 0.0941419578108417 | 0.188283915621683 | 0.905858042189158 |
| 46 | 0.0805862646813123 | 0.161172529362625 | 0.919413735318688 |
| 47 | 0.0851165168098958 | 0.170233033619792 | 0.914883483190104 |
| 48 | 0.122110462733785 | 0.24422092546757 | 0.877889537266215 |
| 49 | 0.244174320457321 | 0.488348640914643 | 0.755825679542679 |
| 50 | 0.272017119339359 | 0.544034238678718 | 0.727982880660641 |
| 51 | 0.303867053693762 | 0.607734107387523 | 0.696132946306238 |
| 52 | 0.29318591610249 | 0.586371832204979 | 0.70681408389751 |
| 53 | 0.605647378104069 | 0.788705243791861 | 0.394352621895931 |
| 54 | 0.699992225288733 | 0.600015549422535 | 0.300007774711268 |
| 55 | 0.918547008963782 | 0.162905982072437 | 0.0814529910362184 |
| 56 | 0.969618559202126 | 0.0607628815957487 | 0.0303814407978743 |
| 57 | 0.996937290255104 | 0.00612541948979222 | 0.00306270974489611 |
| 58 | 0.993478663737185 | 0.0130426725256301 | 0.00652133626281506 |
| 59 | 0.992947631782455 | 0.0141047364350894 | 0.00705236821754471 |
| 60 | 0.987787441813054 | 0.0244251163738929 | 0.0122125581869464 |
| 61 | 0.975910095823448 | 0.0481798083531038 | 0.0240899041765519 |
| 62 | 0.954784958558326 | 0.0904300828833474 | 0.0452150414416737 |
| 63 | 0.942664225322801 | 0.114671549354397 | 0.0573357746771987 |
| 64 | 0.902284439194672 | 0.195431121610657 | 0.0977155608053283 |
| 65 | 0.828244090008819 | 0.343511819982363 | 0.171755909991181 |
| 66 | 0.705408252654465 | 0.589183494691069 | 0.294591747345535 |
| 67 | 0.761677641697071 | 0.476644716605858 | 0.238322358302929 |
| Meta Analysis of Goldfeld-Quandt test for Heteroskedasticity | |||
| Description | # significant tests | % significant tests | OK/NOK |
| 1% type I error level | 1 | 0.0188679245283019 | NOK |
| 5% type I error level | 5 | 0.0943396226415094 | NOK |
| 10% type I error level | 9 | 0.169811320754717 | NOK |
